You can of course use it in a multi threaded environment with one precaution .
If you send a ping command and stop debugging / cancel application before the response of ICMP has arrived , IT WILL CRASH YOUR OS (Win 7 .netFramework 4.0)
saying process has locked files in the BSOD (blue screen of death). well this is a bug in the driver and microsoft is determined to fix it .
Youllve to implement your own code to ensure this does not happen... and rest should be fine i guess..